Tag Archives: Tree

Portfolio Selection and Optimization

Let’s look at the task of selecting a portfolio of stocks that optimize a particular measure of performance. In the structured product setting one might want to compose a portfolio to be used as a reference index for a derivative, with … Continue reading

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Picturing Trees

  In this post I like to illustrate the R package “ape” for phylogenetic trees for the purpose of assembling trees. The function read.tree creates a tree from a text description. For example the following code creates and displays two … Continue reading

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